Fortran linear inverse problem solver

Mikko Orispää; Markku Lehtinen

doi:10.3934/ipi.2010.4.485

Article Contents

2010, Volume 4, Issue 3: 485-503. Doi: 10.3934/ipi.2010.4.485

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Fortran linear inverse problem solver

Mikko Orispää^1, and
Markku Lehtinen^2,

1.
Sodankylä Geophysical Observatory, University of Oulu, Tähteläntie 62, FIN-99600 Sodankylä
2.
University of Oulu, Sodankylä Geophysical Observatory, Sodankylä

Received: December 2008

Revised: January 2010

Published: August 2010

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Abstract

FLIPS (Fortran Linear Inverse Problem Solver) is a Fortran 95 module for solving large-scale statistical linear systems. Instead of inverting large matrices, FLIPS transforms the system into a simpler one by using Givens rotations. This simplified system is then solved by FLIPS quickly and efficiently. FLIPS is also capable of calculating the full a posteriori covariance matrix. It is also possible to add or delete measurements and unknowns making it useful in time-dependent problems of the Kalman-filter type. The FLIPS implementation is explained and the advantages of using FLIPS, especially for overdetermined systems, are shown. Plans for future developments are discussed.

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Mathematics Subject Classification: Primary: 68-04, Secondary: 65F05, 93E24.

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